Developing structured solutions for Solvency II
Shopping for Solvency II
One of the main elements that differentiates the European Solvency II directive from its predecessor is a move towards mark-to-market consistency based on the economic risks insurance companies take. In effect, the riskier the investment, the more costly the regulatory capital requirement will be for the insurer, as the new regulation seeks to increase policyholders' protection by having insurance companies take into account the asset side on their balance sheet. As a result, insurers should
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